-19.7%
TSCO vs BG
+18.0%
-37.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | -5.7% | +3.1% | -8.8% | -6.0% |
| 30D | -8.8% | +10.2% | -19.0% | -9.9% |
| 3M | +6.3% | -1.7% | +8.0% | +6.6% |
| 6M | -32.3% | +1.0% | -33.2% | -32.6% |
| YTD | -32.7% | +39.9% | -72.6% | -37.0% |
| 1Y | -43.7% | +53.2% | -96.9% | -48.2% |
| 3Y | -19.7% | +16.3% | -35.9% | -26.3% |
| All | -19.7% | +18.0% | -37.6% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling